Use the Table for the Question(s)below

Multiple Choice

Use the table for the question(s) below.
Consider the following expected returns,volatilities,and correlations:
-Consider a portfolio consisting of only Duke Energy and Microsoft.The percentage of your investment (portfolio weight) that you would place in Duke Energy stock to achieve a risk-free investment would be closest to:

A) 15%
B) 40%
C) 23%
D) 10%